+227.0%
UPS vs MMM
+796.9%
-569.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | -3.3% | +0.4% | -1.4% |
| 30D | -3.5% | -7.0% | +3.5% | -0.3% |
| 3M | -5.7% | +10.8% | -16.5% | -10.3% |
| 6M | -4.4% | +5.8% | -10.1% | -7.3% |
| YTD | +8.0% | +6.8% | +1.3% | +3.9% |
| 1Y | +29.0% | +10.4% | +18.6% | +21.7% |
| 3Y | -27.7% | +104.7% | -132.4% | -51.0% |
| 5Y | -34.3% | +23.6% | -57.9% | -44.0% |
| 10Y | +37.8% | +54.1% | -16.3% | +2.3% |
| All | +227.0% | +796.9% | -569.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling